Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 650.086932 665.874341 681.406401 697.832917 714.707564 731.532625 749.572521
2026-02-08 629.019152 652.216561 675.350007 700.149723 725.981693 752.094760 780.487235
2026-02-15 613.825090 642.115097 670.605335 701.450129 733.904956 767.044486 803.447446
2026-02-22 601.851586 634.224177 667.092605 702.970362 741.040094 780.240886 823.672593
2026-03-01 591.214666 627.006792 663.606100 703.843331 746.854508 791.470715 841.275592
2026-03-08 581.142925 619.859995 659.702929 703.788540 751.226443 800.761707 856.434138
2026-03-15 573.502185 614.928250 657.808733 705.536474 757.207489 811.493678 872.889116
2026-03-22 565.282925 609.055767 654.610383 705.592136 761.098254 819.744714 886.458173
2026-03-29 559.272081 605.329424 653.505442 707.699073 767.017054 830.027173 902.099876
2026-04-05 554.457062 602.708439 653.422482 710.750063 773.816056 841.148696 918.569570
2026-04-12 549.076006 599.292432 652.311998 712.522942 779.078539 850.479998 932.988038
2026-04-19 545.424454 597.637707 653.006604 716.165243 786.301477 861.894477 949.665703
2026-04-26 541.042796 595.073983 652.612285 718.527395 792.051205 871.652113 964.506917
2026-05-03 536.987685 592.758282 652.389928 720.985785 797.828991 881.385219 979.292110
2026-05-10 532.375835 589.710143 651.252046 722.326125 802.274232 889.569477 992.299696
2026-05-17 528.153220 586.997310 650.397075 723.897733 806.905894 897.909053 1005.451858
2026-05-24 523.667593 583.894860 649.019845 724.800066 810.712975 905.268850 1017.463307
2026-05-31 518.715993 580.175865 646.865532 724.743432 813.363378 911.266904 1027.889033
2026-06-07 515.217542 578.025452 646.411343 726.550200 818.077093 919.567950 1040.930433
2026-06-14 510.691163 574.631304 644.479260 726.607737 820.737897 925.489303 1051.217579
2026-06-21 507.733200 572.961727 644.449006 728.785619 825.784102 934.110463 1064.609977
2026-06-28 505.537225 572.110642 645.305181 731.939392 831.922819 943.972908 1079.449993
2026-07-05 502.577120 570.329239 645.050136 733.772022 836.505670 952.027945 1092.196782